Which of the Following Statements Most Accurately Describes the Range $+ 1$

Multiple Choice

Which of the following statements most accurately describes the range of possible values of the delta of a cash-or-nothing call option?

A) The delta lies between 0 and $+ 1$ .
B) The delta lies between $- 1$ and $+ 1$ .
C) The delta is $\geq 0$ .
D) The delta can take on any value, positive, negative or zero.